PyPI (pip installation) setup for 0.6 code (#1445)

* force gcc-5 or clang-omp for Mac OS, prepare for pip pack

* add sklearn dep, make -j4

* finalize PyPI submission

* revert to Xcode clang for passing build #1468

* force to clang, try to solve cmake travis error

* remove sklearn dependency

python-package/README.rst

@@ -10,6 +10,13 @@ We are on `PyPI <https://pypi.python.org/pypi/xgboost>`__ now. For
 stable version, please install using pip:
 
 -  ``pip install xgboost``
+-  Since this package contains C++ source code, ``pip`` needs a C++ compiler from the system
+   to compile the source code on-the-fly. Please follow the following instruction for each
+   supported platform.
+-  Note for Mac OS X users: please install ``gcc`` from ``brew`` by 
+   ``brew tap homebrew/versions; brew install gcc --without-multilib`` firstly.
+-  Note for Linux users: please install ``gcc`` by ``sudo apt-get install build-essential`` firstly
+   or using the corresponding package manager of the system.
 -  Note for windows users: this pip installation may not work on some
    windows environment, and it may cause unexpected errors. pip
    installation on windows is currently disabled for further
@@ -37,10 +44,10 @@ Examples
 --------
 
 -  Refer also to the walk through example in `demo
-   folder <../demo/guide-python>`__
--  See also the `example scripts <../demo/kaggle-higgs>`__ for Kaggle
+   folder <https://github.com/dmlc/xgboost/tree/master/demo/guide-python>`__
+-  See also the `example scripts <https://github.com/dmlc/xgboost/tree/master/demo/kaggle-higgs>`__ for Kaggle
    Higgs Challenge, including `speedtest
-   script <../demo/kaggle-higgs/speedtest.py>`__ on this dataset.
+   script <https://github.com/dmlc/xgboost/tree/master/demo/kaggle-higgs/speedtest.py>`__ on this dataset.
 
 Note
 ----
@@ -48,7 +55,7 @@ Note
 -  If you want to build xgboost on Mac OS X with multiprocessing support
    where clang in XCode by default doesn't support, please install gcc
    4.9 or higher using `homebrew <http://brew.sh/>`__
-   ``brew tap homebrew/versions; brew install gcc49``
+   ``brew tap homebrew/versions; brew install gcc --without-multilib``
 -  If you want to run XGBoost process in parallel using the fork backend
    for joblib/multiprocessing, you must build XGBoost without support
    for OpenMP by ``make no_omp=1``. Otherwise, use the forkserver (in